There are k lists, which contain m unsorted lists (0 <=m < k). How can the lists be merged into a single large list which should also be sorted, No information provided about the lists that are sorted.

you can use insertion sort which would be an easy answer. worst it would run O(n**2) per se.

Otherwise sort (merge, or quicksort) unsorted lists and merge them. based on your m and k you can do some micro optimziation. Here your complexity would be O(nlogn) based on n. you can figure out what it corresponds with k and m.